+145.2%
GOOGL vs AMCR
+8.2%
+137.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | -2.8% | -5.0% | +2.1% | -1.9% |
| 30D | -3.2% | -8.0% | +4.8% | -1.8% |
| 3M | -6.6% | +14.3% | -20.9% | -8.9% |
| 6M | +8.5% | +5.3% | +3.1% | +6.7% |
| YTD | +6.5% | +7.7% | -1.3% | +4.0% |
| 1Y | +39.4% | +10.8% | +28.6% | +35.4% |
| All | +145.2% | +8.2% | +137.1% | +130.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AMCR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling